Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VITASOY GROUP 401K PLAN Tactical Asset Allocation Moderate | NA | 5.72% | 8.61% | 7.72% | 9.90% | 10.66% | NA | 9.99% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VITASOY GROUP 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 5.72 | 8.61 | 7.72 | 9.90 | 10.66 | NA | 9.99 | -2.47 | 11.54 | 9.64 | -0.73 | 8.57 | 16.99 | 16.98 | 1.37 | 12.50 | 21.67 | 2.09 | 9.10 | 15.25 | 9.55 | 17.19 | 11.68 | -1.20 | 8.31 |
| Sharpe Ratio | NA | -0.24 | 0.75 | 0.71 | 1.06 | NA | NA | 1.02 | -0.40 | 2.53 | 1.18 | -0.08 | 1.19 | 2.40 | 2.14 | 0.09 | 1.27 | 2.15 | 0.20 | 0.67 | 1.68 | 1.33 | 2.21 | 1.62 | -0.40 | 0.87 |
| Standard Deviation(%) | NA | 8.59 | 7.43 | 7.64 | 8.95 | NA | NA | 8.13 | 9.07 | 4.32 | 8.01 | 9.00 | 7.22 | 7.06 | 7.91 | 14.28 | 9.80 | 10.01 | 5.93 | 9.15 | 7.11 | 5.56 | 7.36 | 6.80 | 5.80 | 6.90 |
| Draw Down(%) | NA | 8.70 | 8.85 | 11.08 | 13.56 | NA | NA | 13.56 | 8.70 | 1.78 | 7.20 | 9.53 | 5.09 | 4.99 | 5.42 | 13.56 | 8.06 | 4.38 | 5.01 | 6.15 | 7.39 | 4.07 | 6.11 | 7.23 | 5.65 | 5.88 |
| Yield(%) | NA | 2.60 | 3.98 | 3.67 | 4.10 | NA | NA | 0.00 | 0.78 | 3.60 | 3.51 | 5.47 | 3.41 | 3.39 | 4.42 | 2.61 | 4.38 | 5.23 | 9.00 | 5.95 | 3.30 | 3.34 | 3.57 | 3.00 | 5.10 | 8.94 |
Data as of 08/31/2018, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VITASOY GROUP 401K PLAN Tactical Asset Allocation Moderate |
5.35%
Oct 2013 - Oct 2016 |
5.58%
Oct 2013 - Oct 2018 |
8.89%
Sep 2001 - Sep 2011 |
9.26%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VITASOY GROUP 401K PLAN Tactical Asset Allocation Moderate |
16.34%
Apr 2003 - Apr 2006 |
14.29%
Nov 2008 - Nov 2013 |
12.64%
Jul 2003 - Jul 2013 |
11.09%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart